-11.6%
VSAT vs TXT
+90.9%
-102.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -4.0% |
| 7D | +20.0% | -1.1% | +21.1% | +20.9% |
| 30D | +6.5% | +13.3% | -6.8% | -2.3% |
| 3M | -18.3% | -5.1% | -13.2% | -16.2% |
| 6M | +0.4% | -7.1% | +7.5% | +4.6% |
| YTD | +106.7% | -3.2% | +109.9% | +108.6% |
| 1Y | +89.9% | +2.3% | +87.6% | +85.3% |
| 3Y | +276.3% | +11.1% | +265.3% | +251.8% |
| 5Y | +32.9% | +10.0% | +22.9% | +22.6% |
| All | -11.6% | +90.9% | -102.5% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling